"Well, even if that is an actual benefit, isn't what I really want two tweeter domes that behave exactly the same?"
In theory, yes. In practice, considering the facts that it's really hard to have a room that's perfectly symmetrical in an acoustical sense and AFAIK nobody's hearing is perfectly balanced, whatever differences exist probably won't be apparent anyway. I do understand your point about wanting them to be perfect out of the box, though. Were these demo speakers? I wasn't aware that Jamo were sold over the internet by authorized dealers.
"The problem is that since I didn't actually cause it myself, I have no idea how hard the dome was pushed in. All I know is that it was pushed in when I unpacked the speaker, and then it had magically popped out by itself by the next time I looked at the speaker (a few days later). Sure, it sounds good right now, but how can I be sure that there isn't any permanent damage that will show up later? That's why I hope they'll replace it."
Some tweeters actually have a metal dome behind the soft one, specifically for protecting it in cases like this. Not all, but some and it really has nothing to do with sound quality, either.
"I'm sure I'll have to send it back. It's an entire surround speaker set (minus a sub) after all, and the shop I ordered it from doesn't even sell the speakers separately."
They may have you fill out a concealed damage form if it was shipped by UPS. That way, the shipper is responsible for the replacement but if they were repacked by the seller, that may not happen.